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GIGB vs. AGG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GIGB and AGG is -0.40. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

GIGB vs. AGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Access Investment Grade Corporate Bond ETF (GIGB) and iShares Core U.S. Aggregate Bond ETF (AGG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

GIGB:

2.79%

AGG:

5.37%

Max Drawdown

GIGB:

-0.33%

AGG:

-18.43%

Current Drawdown

GIGB:

-0.33%

AGG:

-6.93%

Returns By Period


GIGB

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

AGG

YTD

2.20%

1M

1.07%

6M

1.18%

1Y

5.50%

5Y*

-0.78%

10Y*

1.51%

*Annualized

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GIGB vs. AGG - Expense Ratio Comparison

GIGB has a 0.14% expense ratio, which is higher than AGG's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

GIGB vs. AGG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GIGB
The Risk-Adjusted Performance Rank of GIGB is 6666
Overall Rank
The Sharpe Ratio Rank of GIGB is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of GIGB is 7171
Sortino Ratio Rank
The Omega Ratio Rank of GIGB is 6666
Omega Ratio Rank
The Calmar Ratio Rank of GIGB is 5454
Calmar Ratio Rank
The Martin Ratio Rank of GIGB is 6565
Martin Ratio Rank

AGG
The Risk-Adjusted Performance Rank of AGG is 7777
Overall Rank
The Sharpe Ratio Rank of AGG is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of AGG is 8383
Sortino Ratio Rank
The Omega Ratio Rank of AGG is 7979
Omega Ratio Rank
The Calmar Ratio Rank of AGG is 6666
Calmar Ratio Rank
The Martin Ratio Rank of AGG is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GIGB vs. AGG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Access Investment Grade Corporate Bond ETF (GIGB) and iShares Core U.S. Aggregate Bond ETF (AGG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.



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Dividends

GIGB vs. AGG - Dividend Comparison

GIGB has not paid dividends to shareholders, while AGG's dividend yield for the trailing twelve months is around 3.82%.


TTM20242023202220212020201920182017201620152014
GIGB
Goldman Sachs Access Investment Grade Corporate Bond ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AGG
iShares Core U.S. Aggregate Bond ETF
3.82%3.74%3.13%2.39%1.77%2.14%2.70%2.96%2.32%2.39%2.45%2.40%

Drawdowns

GIGB vs. AGG - Drawdown Comparison

The maximum GIGB drawdown since its inception was -0.33%, smaller than the maximum AGG drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for GIGB and AGG. For additional features, visit the drawdowns tool.


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Volatility

GIGB vs. AGG - Volatility Comparison


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